Article ID Journal Published Year Pages File Type
4603923 Linear Algebra and its Applications 2006 7 Pages PDF
Abstract

Formulas are derived for the probability density function and the probability distribution function of the largest canonical angle between two p-dimensional subspaces of Rn chosen from the uniform distribution on the Grassmann manifold (which is the unique distribution invariant by orthogonal transformations of Rn). The formulas involve the gamma function and the hypergeometric function of a matrix argument.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory